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02-02Notes

A working library of the mathematics behind the analysis.

524 notes in 7 areas, from notation to machine learning. Each takes one formula: what it says, a small worked example, and code that runs. Revised in place. Page 20 of 22.

IndexAll notes

02-02-457Bayesian Information Criterion (BIC)Machine learningModel selection and information criteria 02-02-458Beta-Binomial Conjugacy PosteriorMachine learningModel selection and information criteria 02-02-459Posterior OddsMachine learningModel selection and information criteria 02-02-460Generative ModelMachine learningProbabilistic PCA (PPCA)02-02-461Latent Variable PriorMachine learningProbabilistic PCA (PPCA)02-02-462Marginal LikelihoodMachine learningProbabilistic PCA (PPCA)02-02-463PPCA MLE ParametersMachine learningProbabilistic PCA (PPCA)02-02-464Hard Margin OptimizationMachine learningSupport vector machines (SVM) and classification 02-02-465Hinge Loss FunctionMachine learningSupport vector machines (SVM) and classification 02-02-466Hypothesis FunctionMachine learningSupport vector machines (SVM) and classification 02-02-467Soft Margin Optimization (Primal)Machine learningSupport vector machines (SVM) and classification 02-02-468Subject toMachine learningSupport vector machines (SVM) and classification 02-02-469Unconstrained Hinge FormulationMachine learningSupport vector machines (SVM) and classification 02-02-470Gini Impurity (CART)Machine learningTree-based models and ensembles 02-02-471Information Gain, ID3/C4.5Machine learningTree-based models and ensembles 02-02-472Bias (of an estimator or model)Machine learningBias, variance and generalisation 02-02-473Bias–Variance Trade-off (decomposition of expected error)Machine learningBias, variance and generalisation 02-02-474OverfittingMachine learningBias, variance and generalisation 02-02-475UnderfittingMachine learningBias, variance and generalisation 02-02-476Variance (of an estimator or model)Machine learningBias, variance and generalisation 02-02-477Bayes Factor (Model Comparison)Machine learningEmpirical risk and its minimisation 02-02-478Empirical RiskMachine learningEmpirical risk and its minimisation 02-02-479Expected (True) RiskMachine learningEmpirical risk and its minimisation 02-02-480Linear PredictorMachine learningEmpirical risk and its minimisation